I have used the betareg package in R to fit a regression. My question is: how do I calculate confidence intervals for betaregression in R?
The beta likelihood is not a regular exponential family, so constructing interval estimates for such two parameter families is not easily done. I think Zeileis was wise not to implement any de-facto methods for
confint. The cited article Ospina suggests that bootstrap interval estimates perform best. The package
boot has some methods, but bootstrapping is also easily done "by-hand" in R.